numDeriv
v2016.8-1

Accurate Numerical Derivatives

Methods for calculating (usually) accurate
numerical first and second order derivatives. Accurate calculations
are done using 'Richardson''s' extrapolation or, when applicable, a
complex step derivative is available. A simple difference
method is also provided. Simple difference is (usually) less accurate
but is much quicker than 'Richardson''s' extrapolation and provides a
useful cross-check.
Methods are provided for real scalar and vector valued functions.